Vaxart Inc Market Value
| VXRTDelisted Stock | USD 0.35 0.05 16.67% |
| Symbol | Vaxart |
Vaxart 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vaxart's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vaxart.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Vaxart on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Vaxart Inc or generate 0.0% return on investment in Vaxart over 90 days. Vaxart is related to or competes with Inovio Pharmaceuticals, IBio, Common, Co Diagnostics, Novavax, and Ocugen. Vaxart, Inc., a clinical-stage biotechnology company, engages in the discovery and development of oral recombinant prote... More
Vaxart Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vaxart's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vaxart Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.49 | |||
| Information Ratio | 0.0437 | |||
| Maximum Drawdown | 55.21 | |||
| Value At Risk | (9.52) | |||
| Potential Upside | 21.43 |
Vaxart Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaxart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaxart's standard deviation. In reality, there are many statistical measures that can use Vaxart historical prices to predict the future Vaxart's volatility.| Risk Adjusted Performance | 0.0646 | |||
| Jensen Alpha | 0.5937 | |||
| Total Risk Alpha | (0.73) | |||
| Sortino Ratio | 0.0519 | |||
| Treynor Ratio | (0.92) |
Vaxart Inc Backtested Returns
Vaxart appears to be out of control, given 3 months investment horizon. Vaxart Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0596, which indicates the firm had a 0.0596 % return per unit of risk over the last 3 months. By inspecting Vaxart's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please review Vaxart's Risk Adjusted Performance of 0.0646, coefficient of variation of 1679.23, and Semi Deviation of 6.61 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vaxart holds a performance score of 4. The entity has a beta of -0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vaxart are expected to decrease at a much lower rate. During the bear market, Vaxart is likely to outperform the market. Please check Vaxart's maximum drawdown, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Vaxart's existing price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Vaxart Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vaxart time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vaxart Inc price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Vaxart price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vaxart Inc lagged returns against current returns
Autocorrelation, which is Vaxart stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vaxart's stock expected returns. We can calculate the autocorrelation of Vaxart returns to help us make a trade decision. For example, suppose you find that Vaxart has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vaxart regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vaxart stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaxart stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaxart stock over time.
Current vs Lagged Prices |
| Timeline |
Vaxart Lagged Returns
When evaluating Vaxart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaxart stock have on its future price. Vaxart autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vaxart autocorrelation shows the relationship between Vaxart stock current value and its past values and can show if there is a momentum factor associated with investing in Vaxart Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Vaxart Correlation, Vaxart Volatility and Vaxart Alpha and Beta module to complement your research on Vaxart. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Other Consideration for investing in Vaxart Stock
If you are still planning to invest in Vaxart Inc check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Vaxart's history and understand the potential risks before investing.
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